If twitterdub keeps failing to create the consumer keys / client application keys, whether from the walk through, or when adding account or when clicking the "create consumer keys" or "authorise" buttons on the accounts tab, please try the following:

Turn off 2factor authentication
If you turn on 2factor authentication on your account, everytime Twitterdub tries to log in (to create keys / authorise keys) it will be promoted to verify via an SMS message. Twitterdub CANNOT DO THIS.

Please note, this is the MOBILE VERSION of twitter, this is correct. Adding the phone number from the normal site, may not work as twitter is stupid and will say they cannot support your carrier, add it to the mobile site and it should, fingers crossed work.

Then once you have the consumer keys, add them to the SETTINGS TAB > GLOBAL CONSUMER KEYS boxes at the top.
Next go to the accounts tab, if you have added your account already***, check it and click AUTHORISE ACCOUNT. Your authorise action will be added to the processor. Goto the processor tab (make sure you have clicked "RUN") double click the action and view the logs, if it failed, submit logs: HELP > LOGS > SUBMIT then contact support / post a thread including the LOGS ID

*** If you don't have your account in the accounts list, click ADD and add it, before saving, check "do not verify" then click save and follow instructions above